STA 4273H Fall 2013 - Lectures

Lecture Schedule

• Lecture 1 -- Machine Learning:
  Introduction to Machine Learning, Linear Models for Regression (notes [pdf])
  Reading: Bishop, Chapter 1: sec. 1.1 - 1.5. and Chapter 3: sec. 1.1 - 1.3.
  Optional: Bishop, Chapter 2: Backgorund material;
  Hastie, Tibshirani, Friedman, Chapters 2 and 3.

• Lecture 2 -- Bayesian Framework:
  Bayesian Linear Regression, Evidence Maximization. Linear Models for Classification. (notes [pdf])
  Reading: Bishop, Chapter 3: sec. 3.3 - 3.5. Chapter 4.
  Optional: Radford Neal's NIPS tutorial on Bayesian Methods for Machine Learning: [pdf]). Also see Max Welling's notes on Fisher Linear Discriminant Analysis [pdf ]

• Lecture 3 -- Classification
  Linear Models for Classification, Generative and Discriminative approaches, Laplace Approximation. (notes [pdf])
  Reading: Bishop, Chapter 4.
  Optional: Hastie, Tibshirani, Friedman, Chapter 4.
  

• Lecture 4 -- Graphical Models:
  Bayesian Networks, Markov Random Fields (notes [pdf])
  Reading: Bishop, Chapter 8.
  Optional: Hastie, Tibshirani, Friedman, Chapter 17 (Undirected Graphical Models).
  MacKay, Chapter 21 (Bayesian nets) and Chapter 43 (Boltzmann mchines).
  Also see this paper on Graphical models, exponential families, and variational inference by M. Wainwright and M. Jordan, Foundations and Trends in Machine Learning, [ here ]

• Lecture 5 -- Mixture Models and EM:
  Mixture of Gaussians, Generalized EM, Variational Bound. (notes [pdf])
  Reading: Bishop, Chapter 9.
  Optional: Hastie, Tibshirani, Friedman, Chapter 13 (Prototype Methods).
  MacKay, Chapter 22 (Maximum Likelihood and Clustering).

• Lecture 6 -- Variational Inference
  Mean-Field, Bayesian Mixture models, Variational Bound. (notes [pdf])
  Reading: Bishop, Chapter 10.
  Optional: MacKay, Chapter 33 (Variational Inference).

• Lecture 7 - Sampling Methods
  Rejection Sampling, Importance sampling, M-H and Gibbs. (notes [pdf])
  Reading: Bishop, Chapter 11.
  Optional: MacKay, Chapter 29 (Monte Carlo Methods).

• Lecture 8 -- Continuous Latent Variable Models
  PCA, FA, ICA, Deep Autoencders (notes [pdf])
  Reading: Bishop, Chapter 12.
  Optional: Hastie, Tibshirani, Friedman, Chapters 14.5, 14.7, 14.9 (PCA, ICA, nonlinear dimensionality reduction).
  MacKay, Chapter 34 (Latent Variable Models).

• Lecture 9 -- Modeling Sequential Data
  HMMs, LDS, Particle Filters. (notes [pdf])
  Reading: Bishop, Chapter 13.
  

• Nov 19 -- Student Presentations

• Nov 26 -- Gaussian Processes, Combining Models.
  (notes [pdf])

STA 4273H (Fall 2013): Research Topics In Statistical Machine Learning || http://www.utstat.toronto.edu/~rsalakhu/sta4273_2013/